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題名 | Testing for Symmetric Error Distribution in Nonparametric Regression Models= |
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作者 | Neumeyer, Natalie; Dette, Holger; |
期刊 | Statistica Sinica |
出版日期 | 20070400 |
卷期 | 17:2 2007.04[民96.04] |
頁次 | 頁775-795 |
分類號 | 319.51 |
語文 | eng |
關鍵詞 | Empirical process of residuals; Testing for symmetry; Non-parametric regression; |
英文摘要 | For the problem of testing symmetry of the error distribution in a nonparametric regression model, we investigate the asymptotic properties of the difference between two empirical distribution functions of estimated residuals and their counterparts with opposite signs. The weak convergence of the difference process to a Gaussian process is shown. The covariance structure of this process depends heavily on the density of the error distribution, and for this reason the performance of a symmetric wild bootstrap procedure is discussed in asymptotic theory, and by means of a simulation study. In contrast to available procedures, the new test is also applicable under heteroscedasticity. |
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